Optimal stopping in predictable setting

DOI10.3934/PUQR.2023022MaRDI QIDQ6149348zbMATH OpenOpenAlexFDO

Authors S. Bouhadou, Astrid Hilbert, Youssef Ouknine

Publication date 5 February 2024

Published in Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/puqr.2023022

zbMATH Keywords

optimal stoppingadmissible familysupermartingalepredictable stopping timereward

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic analysis (60H99)

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Cites work

• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
• scientific article; zbMATH DE number 3712915 (Why is no real title available?)
• scientific article; zbMATH DE number 3740439 (Why is no real title available?)
• scientific article; zbMATH DE number 3586268 (Why is no real title available?)
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• Optimal stopping time problem in a general framework
• Optimal stopping with \(f\)-expectations: the irregular case
• Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
• Strongly supermedian functions and optimal stopping
• Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
• Th�orie des processus stochastiques g�n�raux applications aux surmartingales

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